Data Source: from February 2015 to October 2021

Last Update: 31 Oct 2021

Category: Stocks
ETF: iShares MSCI Intl Momentum Factor ETF (IMTM)

In 2020, the portfolio granted a 1.17% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: EAFE

The iShares MSCI Intl Momentum Factor ETF (IMTM) ETF is present in the following Lazy Portfolios:

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: Dividend Yield page.

Time Range:
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Period Returns
Oct 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+4.94%
0.00%
1 - 0
3M
+2.10%
-3.69%
Sep 2021 - Sep 2021
2 - 1
6M
+3.19%
-3.69%
Sep 2021 - Sep 2021
4 - 2
YTD
+6.97%
-3.69%
Sep 2021 - Sep 2021
7 - 3
1Y
+23.53%
11.90%
-3.69%
Sep 2021 - Sep 2021
9 - 3
3Y
+15.18%
annualized
14.05%
-15.97%
Feb 2020 - Mar 2020
24 - 12
5Y
+11.76%
annualized
12.95%
-19.22%
Feb 2018 - Dec 2018
40 - 20
MAX
01 Feb 2015
+8.42%
annualized
12.45%
-19.22%
Feb 2018 - Dec 2018
50 - 31
* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.31% +43.71%
Apr 2020 - Mar 2021
-14.30%
Jan 2018 - Dec 2018
30.00%
2 Years
+8.40% +23.32%
Jan 2019 - Dec 2020
-4.95%
Apr 2018 - Mar 2020
5.17%
3 Years
+7.23% +15.18%
Nov 2018 - Oct 2021
+1.39%
Apr 2017 - Mar 2020
0.00%
5 Years
+8.15% +11.76%
Nov 2016 - Oct 2021
+1.53%
Apr 2015 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the iShares MSCI Intl Momentum Factor ETF (IMTM) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
2.33
67%
-0.84
57%
-0.01
71%
2.94
100%
1.09
57%
1.49
71%
1.51
71%
-0.29
43%
-0.62
43%
-0.44
57%
1.15
33%
0.89
67%
Best
Year
6.8
2019
3.7
2015
4.9
2016
7.0
2020
6.8
2020
6.5
2019
5.0
2020
3.4
2020
3.5
2017
4.9
2021
9.4
2020
5.6
2020
Worst
Year
-4.2
2016
-7.0
2020
-9.7
2020
0.7
2018
-2.4
2019
-2.0
2018
-1.3
2019
-6.2
2015
-5.4
2015
-9.8
2018
-2.5
2016
-5.8
2018
Statistics calculated for the period Feb 2015 - Oct 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of iShares MSCI Intl Momentum Factor ETF (IMTM) ETF:

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+6.97% -1.0 0.4 0.5 3.8 1.7 -1.8 1.2 1.0 -3.7 4.9
2020
+22.16% 1.0 -7.0 -9.7 7.0 6.8 4.6 5.0 3.4 -0.2 -3.7 9.4 5.6
2019
+24.51% 6.8 2.6 1.9 1.6 -2.4 6.5 -1.3 -0.2 0.4 2.4 1.1 3.1
2018
-14.30% 6.1 -4.6 -0.9 0.7 -0.5 -2.0 1.5 -0.4 1.6 -9.8 -0.3 -5.8
2017
+25.46% 5.2 0.5 3.1 1.2 2.8 1.3 2.8 0.7 3.5 2.1 -0.7 0.7
2016
+0.47% -4.2 -1.5 4.9 3.0 0.8 1.0 2.0 -0.3 -0.6 -3.9 -2.5 2.2
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